Luigi Vignola

Deutsche Bank, Zurich Branch

Head Strategic Transactions Switzerland

Uraniastrasse 9

Zurich

Switzerland

SCHOLARLY PAPERS

3

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1,072

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

A Note on the Three-Portfolio Matching Problem

Number of pages: 14 Posted: 02 Apr 2001
Paolo Vanini, Fabio Trojani and Luigi Vignola
University of Basel, Swiss Finance Institute and Deutsche Bank, Zurich Branch
Downloads 534 (64,103)

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Transaction Costs, Portfolio Matching, Portfolio Selection

Optimal Decision-Making with Time Diversification

Number of pages: 31 Posted: 18 Jan 2002
Paolo Vanini and Luigi Vignola
University of Basel and Deutsche Bank, Zurich Branch
Downloads 516 (66,191)

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Cross-Sectional Risk, Intertemporal Risk-Smoothing, Risk-Sharing, Time Diversification and Incomplete Financial Markets

Optimal Decision-Making with Time Diversification

European Finance Review, 2002
Posted: 04 Mar 2002
Paolo Vanini and Luigi Vignola
University of Basel and Deutsche Bank, Zurich Branch

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Cross-Sectional Risk, Intertemporal Risk-Smoothing, Risk-Sharing, Time Diversification and Incomplete Financial Markets

3.

A Note on the Three-Portfolios Matching Problem

Number of pages: 13 Posted: 13 Feb 2003
Fabio Trojani, Paolo Vanini and Luigi Vignola
Swiss Finance Institute, University of Basel and Deutsche Bank, Zurich Branch
Downloads 22 (614,243)
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